本文選題：價(jià)格粘性 + 價(jià)格設(shè)定模式　； 參考：《華僑大學(xué)》2014年碩士論文

【摘要】：價(jià)格粘性作為新凱恩斯主義經(jīng)濟(jì)學(xué)立論之基，在宏觀經(jīng)濟(jì)系統(tǒng)中扮演著一個(gè)關(guān)鍵的角色。通過測算不同商品類別的價(jià)格粘性，識別市場價(jià)格是時(shí)間依存定價(jià)還是與狀態(tài)依存定價(jià)，厘清價(jià)格粘性與通貨膨脹持續(xù)性的關(guān)系。有助于理解市場化程度與企業(yè)行為，，分析貨幣政策對行業(yè)價(jià)格的影響，合理構(gòu)建中國DSGE模型，為政府進(jìn)行產(chǎn)業(yè)改革和制定相關(guān)經(jīng)濟(jì)政策提供微觀證據(jù)。本文選取國務(wù)院發(fā)改委價(jià)格監(jiān)測中心公布的中國36個(gè)主要城市居民消費(fèi)月度監(jiān)測數(shù)據(jù)作為研究樣本，首先對我國居民消費(fèi)品類別重新劃分，主要分為農(nóng)產(chǎn)品、加工食品、普通工業(yè)消費(fèi)品、耐用品、普通服務(wù)和管制服務(wù)等，并對六大類價(jià)格粘性程度進(jìn)行估算，估算內(nèi)容包含總體、分類別商品（服務(wù)）的價(jià)格變化頻率、上漲下跌傾向頻率、變化幅度、上漲下跌傾向幅度等；其次，通過回歸模型和通脹分解法檢驗(yàn)了中國居民消費(fèi)價(jià)格存在TDP和SDP兩種價(jià)格設(shè)定模式，并進(jìn)一步檢驗(yàn)各部門價(jià)格設(shè)定模式所占比例；最后，運(yùn)用單位根檢驗(yàn)法和單位根計(jì)數(shù)法等方法估計(jì)了通脹持續(xù)性，分析各部門和總體通脹持續(xù)性特征，通過截面回歸和Logit模型分析了居民消費(fèi)價(jià)格粘性與通脹持續(xù)性的關(guān)系，主要結(jié)論如下： 第一，總量價(jià)格調(diào)整頻率為0.68，上漲傾向頻率（0.43）大于下跌傾向頻率（0.25），居民消費(fèi)價(jià)格存在價(jià)格粘性異質(zhì)性，呈易漲難跌情況。六大類居民消費(fèi)價(jià)格中，農(nóng)產(chǎn)品和耐用品價(jià)格變化頻率最大，其次是普通消費(fèi)品和加工食品；而普通服務(wù)與管制服務(wù)價(jià)格變化頻率最小。不同部門漲跌幅度分布不一，農(nóng)產(chǎn)品價(jià)格大幅調(diào)整次數(shù)較頻繁，加工食品和服務(wù)類變化幅度主要集中在1%幅度內(nèi)。 第二，中國居民消費(fèi)價(jià)格存在時(shí)間依存定價(jià)和狀態(tài)依存定價(jià)兩種模式。價(jià)格設(shè)定模式與市場化程度相對應(yīng)。中國市場價(jià)格總體上服從狀態(tài)相關(guān)定價(jià)模式，食品類特別是加工食品價(jià)格存在較強(qiáng)狀態(tài)依存定價(jià)模式，表明食品類部門市場化程度較高，競爭激烈；而服務(wù)價(jià)格則是存在較強(qiáng)時(shí)間依存定價(jià)模式，表明服務(wù)業(yè)市場化程度低，存在一些市場失靈現(xiàn)象。 第三，企業(yè)價(jià)格設(shè)定行為差異會影響價(jià)格粘性與通貨膨脹持續(xù)的關(guān)系。在普通服務(wù)和管制服務(wù)部門，價(jià)格粘性與通脹持續(xù)性正相關(guān)，而在非服務(wù)部門，價(jià)格粘性與通脹持續(xù)性負(fù)相關(guān)。
[Abstract]:Price stickiness, as the foundation of neoKeynesian economics, plays a key role in macroeconomic system. By measuring the price stickiness of different commodity categories, we can identify whether market price is time dependent pricing or state dependent pricing, and clarify the relationship between price stickiness and inflation persistence. It is helpful to understand the degree of marketization and enterprise behavior, to analyze the influence of monetary policy on industry price, to construct Chinese DSGE model rationally, and to provide microcosmic evidence for the government to carry out industrial reform and formulate relevant economic policies. This paper selects monthly monitoring data of consumption of 36 major cities of China published by the Price Monitoring Center of the State Council Development and Reform Commission as the research sample. First of all, the categories of consumer goods in China are reclassified into agricultural products and processed foods. General industrial consumer goods, durable goods, general services and regulatory services, etc., and estimate the price stickiness of six major categories. The estimates include the frequency of price changes in the overall, subcategory goods (services), and the frequency of upward and downward trends. Secondly, through regression model and inflation decomposition method, we test the existence of TDP and SDP price setting mode, and further test the proportion of price setting model in different sectors. Finally, we use the unit root test method and the unit root count method to estimate the inflation persistence, analyze the characteristics of the inflation persistence in various departments and the overall, and analyze the relationship between the consumer price viscosity and the inflation persistence through cross-section regression and Logit model. The main conclusions are as follows: First, the frequency of total price adjustment is 0.68, and the frequency of rising tendency is 0.43) which is larger than that of falling tendency. Among the six categories of consumer prices, the prices of agricultural products and durable goods changed the most frequently, followed by ordinary consumer goods and processed food, while the prices of general services and regulated services changed the least frequently. The range of rise and fall is different in different departments, the price of agricultural products is adjusted frequently, the range of processed food and service is mainly in the range of 1%. Second, there are two modes of time dependent pricing and state dependent pricing in Chinese consumer prices. The price setting model corresponds to the degree of marketization. The price of Chinese market is generally based on the state-related pricing model, and there is a strong state-dependent pricing model for food, especially for processed food, which indicates that the market of food sector is highly market-oriented and the competition is fierce. The service price has a strong time dependent pricing model, which indicates that the service market is low and some market failures exist. Thirdly, the difference in price setting behavior will affect the relationship between price stickiness and inflation. In general and regulatory services, price stickiness is positively correlated with inflation persistence, while in non-service sectors, price stickiness is negatively correlated with inflation persistence.
【學(xué)位授予單位】：華僑大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F126.1;F224

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